SDWD.L vs. IUIT.L

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).

SDWD.L and IUIT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDWD.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 19, 2018. IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015. Both SDWD.L and IUIT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SDWD.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

SDWD.L vs. IUIT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SDWD.L iShares MSCI World ESG Screened UCITS ETF USD (Dist)	-3.98%	20.86%	20.47%	26.73%	-19.56%	22.41%	17.75%	27.43%	-6.00%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	-8.69%	22.93%	38.51%	59.45%	-29.15%	34.09%	43.14%	48.90%	-10.03%

Returns By Period

In the year-to-date period, SDWD.L achieves a -3.98% return, which is significantly higher than IUIT.L's -8.69% return.

SDWD.L

• 1D: -0.45%
• 1M: -2.43%
• YTD: -3.98%
• 6M: -0.73%
• 1Y: 19.21%
• 3Y*: 17.79%
• 5Y*: 10.49%
• 10Y*: —

IUIT.L

• 1D: -0.16%
• 1M: -3.63%
• YTD: -8.69%
• 6M: -8.12%
• 1Y: 36.12%
• 3Y*: 26.73%
• 5Y*: 17.80%
• 10Y*: 22.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDWD.L vs. IUIT.L - Expense Ratio Comparison

SDWD.L has a 0.20% expense ratio, which is higher than IUIT.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

SDWD.L

iShares MSCI World ESG Screened UCITS ETF USD (Dist)

IUIT.L

iShares S&P 500 Information Technology Sector UCITS ETF

Return for Risk

SDWD.L vs. IUIT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDWD.L

SDWD.L Risk / Return Rank: 69
SDWD.L Sharpe Ratio Rank: 63
SDWD.L Sortino Ratio Rank: 63
SDWD.L Omega Ratio Rank: 62
SDWD.L Calmar Ratio Rank: 75
SDWD.L Martin Ratio Rank: 81

IUIT.L

IUIT.L Risk / Return Rank: 61
IUIT.L Sharpe Ratio Rank: 64
IUIT.L Sortino Ratio Rank: 65
IUIT.L Omega Ratio Rank: 57
IUIT.L Calmar Ratio Rank: 65
IUIT.L Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDWD.L vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	SDWD.L	IUIT.L	Difference
Sharpe ratio Return per unit of total volatility	1.17	1.18	-0.01
Sortino ratio Return per unit of downside risk	1.70	1.74	-0.05
Omega ratio Gain probability vs. loss probability	1.24	1.23	+0.02
Calmar ratio Return relative to maximum drawdown	2.50	2.12	+0.38
Martin ratio Return relative to average drawdown	10.92	6.48	+4.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDWD.L vs. IUIT.L - Sharpe Ratio Comparison

The current SDWD.L Sharpe Ratio is 1.17, which is comparable to the IUIT.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SDWD.L and IUIT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SDWD.L	IUIT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	1.18	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.76	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	1.02	-0.28

Correlation

The correlation between SDWD.L and IUIT.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SDWD.L vs. IUIT.L - Dividend Comparison

SDWD.L's dividend yield for the trailing twelve months is around 1.16%, while IUIT.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SDWD.L iShares MSCI World ESG Screened UCITS ETF USD (Dist)	1.16%	1.12%	1.27%	1.42%	1.66%	1.22%	1.28%	1.77%	0.20%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SDWD.L vs. IUIT.L - Drawdown Comparison

The maximum SDWD.L drawdown since its inception was -33.64%, roughly equal to the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for SDWD.L and IUIT.L.

Drawdown Indicators

	SDWD.L	IUIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.64%	-33.46%	-0.18%
Max Drawdown (1Y) Largest decline over 1 year	-9.31%	-17.03%	+7.72%
Max Drawdown (5Y) Largest decline over 5 years	-26.93%	-33.46%	+6.53%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.46%	—
Current Drawdown Current decline from peak	-6.22%	-13.31%	+7.09%
Average Drawdown Average peak-to-trough decline	-5.35%	-6.09%	+0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	5.57%	-3.44%

Volatility

SDWD.L vs. IUIT.L - Volatility Comparison

The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) is 5.41%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 6.32%. This indicates that SDWD.L experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDWD.L	IUIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	6.32%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	15.15%	-5.78%
Volatility (1Y) Calculated over the trailing 1-year period	16.33%	23.91%	-7.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.04%	23.40%	-7.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.55%	22.46%	-4.91%